Works matching IS 00954918 AND DT 2025 AND VI 51 AND IP 3
Results: 10
Pricing Factors and Causal Networks for US Industry Portfolios.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 159, doi. 10.3905/jpm.2024.1.648
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Do the Fama–French Factors Proxy Geopolitical Risks?
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 131, doi. 10.3905/jpm.2024.1.656
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Dissecting the Value Premium: A Novel Market-to-Book Decomposition.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 100, doi. 10.3905/jpm.2024.1.651
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Leveraging the Low-Volatility Effect.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 86, doi. 10.3905/jpm.2024.1.659
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Combining Value, Profitability, and Momentum: The Details Matter.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 73, doi. 10.3905/jpm.2024.1.647
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- Article
Dynamic Factor Allocation Leveraging Regime-Switching Signals.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 50, doi. 10.3905/jpm.2024.1.649
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- Article
Factor Investing and Firm Life Cycle: A Contextual Approach.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 33, doi. 10.3905/jpm.2024.1.652
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From Style to Sectional Factors: A New Framework for Systematic Investing.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 22, doi. 10.3905/jpm.2024.1.666
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How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 10, doi. 10.3905/jpm.2024.1.640
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Editor's Introduction for the 2025 Special Issue on Factor-Based Investing.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 1, doi. 10.3905/jpm.2024.1.668
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- Article